In-form Athletic had threatened to add to Madrid's misery following their 2-1 home loss to Barca in the first leg of their cup quarter-final tie when Fernando Llorente gave them an early lead.
However, Jose Mourinho's men drew level soon after through Marcelo before two second-half penalties from Cristiano Ronaldo and a late goal from Jose Callejon helped Madrid stay clear of second-placed Barca, who beat Malaga 4-1 earlier.
Mourinho said: "It's the first time my team leads the table with a five-point cushion for two weeks. We've made it to the next round in the Champions League and we have yet to play one more Copa del Rey match. If we lose the latter we'll be eliminated by Barcelona, not Alcorcon. We're not having a difficult time. We're in good health. The only thing that affects us right now is what happened to Oscar Ribot."